| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2,624.2 |
2,615.5 |
-8.7 |
-0.3% |
2,734.6 |
| High |
2,628.2 |
2,624.5 |
-3.7 |
-0.1% |
2,736.6 |
| Low |
2,586.6 |
2,604.6 |
18.0 |
0.7% |
2,586.6 |
| Close |
2,616.3 |
2,613.4 |
-2.9 |
-0.1% |
2,613.4 |
| Range |
41.6 |
19.9 |
-21.7 |
-52.2% |
150.0 |
| ATR |
39.7 |
38.3 |
-1.4 |
-3.6% |
0.0 |
| Volume |
2,933 |
4,958 |
2,025 |
69.0% |
26,413 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.9 |
2,663.5 |
2,624.3 |
|
| R3 |
2,654.0 |
2,643.6 |
2,618.9 |
|
| R2 |
2,634.1 |
2,634.1 |
2,617.0 |
|
| R1 |
2,623.7 |
2,623.7 |
2,615.2 |
2,619.0 |
| PP |
2,614.2 |
2,614.2 |
2,614.2 |
2,611.8 |
| S1 |
2,603.8 |
2,603.8 |
2,611.6 |
2,599.1 |
| S2 |
2,594.3 |
2,594.3 |
2,609.8 |
|
| S3 |
2,574.4 |
2,583.9 |
2,607.9 |
|
| S4 |
2,554.5 |
2,564.0 |
2,602.5 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.5 |
3,004.5 |
2,695.9 |
|
| R3 |
2,945.5 |
2,854.5 |
2,654.7 |
|
| R2 |
2,795.5 |
2,795.5 |
2,640.9 |
|
| R1 |
2,704.5 |
2,704.5 |
2,627.2 |
2,675.0 |
| PP |
2,645.5 |
2,645.5 |
2,645.5 |
2,630.8 |
| S1 |
2,554.5 |
2,554.5 |
2,599.7 |
2,525.0 |
| S2 |
2,495.5 |
2,495.5 |
2,585.9 |
|
| S3 |
2,345.5 |
2,404.5 |
2,572.2 |
|
| S4 |
2,195.5 |
2,254.5 |
2,530.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,736.6 |
2,586.6 |
150.0 |
5.7% |
43.1 |
1.6% |
18% |
False |
False |
5,282 |
| 10 |
2,804.8 |
2,586.6 |
218.2 |
8.3% |
44.9 |
1.7% |
12% |
False |
False |
5,519 |
| 20 |
2,846.6 |
2,586.6 |
260.0 |
9.9% |
38.2 |
1.5% |
10% |
False |
False |
4,630 |
| 40 |
2,846.6 |
2,586.6 |
260.0 |
9.9% |
33.5 |
1.3% |
10% |
False |
False |
3,282 |
| 60 |
2,846.6 |
2,543.4 |
303.2 |
11.6% |
32.3 |
1.2% |
23% |
False |
False |
2,561 |
| 80 |
2,846.6 |
2,440.4 |
406.2 |
15.5% |
33.8 |
1.3% |
43% |
False |
False |
2,221 |
| 100 |
2,846.6 |
2,393.8 |
452.8 |
17.3% |
33.4 |
1.3% |
48% |
False |
False |
1,923 |
| 120 |
2,846.6 |
2,392.2 |
454.4 |
17.4% |
33.0 |
1.3% |
49% |
False |
False |
1,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,709.1 |
|
2.618 |
2,676.6 |
|
1.618 |
2,656.7 |
|
1.000 |
2,644.4 |
|
0.618 |
2,636.8 |
|
HIGH |
2,624.5 |
|
0.618 |
2,616.9 |
|
0.500 |
2,614.6 |
|
0.382 |
2,612.2 |
|
LOW |
2,604.6 |
|
0.618 |
2,592.3 |
|
1.000 |
2,584.7 |
|
1.618 |
2,572.4 |
|
2.618 |
2,552.5 |
|
4.250 |
2,520.0 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.6 |
2,627.1 |
| PP |
2,614.2 |
2,622.5 |
| S1 |
2,613.8 |
2,618.0 |
|